On non-ergodic versions of limit theorems.

Autor:	Volný, Dalibor
Jazyk:	angličtina
Předmět:	matematika mathematics články journal articles central limit theorem for martingale differences ergodic decomposition invariance principle invariant measure law of iterated logarithm strictly stationary sequence
Druh dokumentu:	Non-fiction
ISSN:	0373-6725
Abstrakt:	Abstract: The author investigates non ergodic versions of several well known limit theorems for strictly stationary processes. In some cases, the assumptions which are given with respect to general invariant measure, guarantee the validity of the theorem with respect to ergodic components of the measure. In other cases, the limit theorem can fail for all ergodic components, while for the original invariant measure it holds.
Databáze:	Katalog Knihovny AV ČR
Externí odkaz:	Plný text